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Best answer

-Dragonite cannot keep shed skin. It is not possible and there is just no way(except if you cheat like you said).
-Dragonite has a hidden ability (multiscale) which is an amazing ability and definitely worth it on dragonite. With multiscale, dragonite takes half damage when at full health so he can abuse roost to keep his health full-Dragonair and dratini have marvel scale for their hidden ability which imo is worse than shed skin. It raises defense by 50% when afflicted by a status problem while shed skin has a 33% chance of healing status.
Source: http://bulbapedia.bulbagarden.net/wiki/Dragonite